ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 120-020 120-160 0-140 0.4% 120-060
High 120-020 120-160 0-140 0.4% 120-060
Low 120-020 120-160 0-140 0.4% 119-120
Close 119-280 120-160 0-200 0.5% 119-120
Range
ATR 0-000 0-111 0-111 0-000
Volume 18 3 -15 -83.3% 40
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 120-160 120-160 120-160
R3 120-160 120-160 120-160
R2 120-160 120-160 120-160
R1 120-160 120-160 120-160 120-160
PP 120-160 120-160 120-160 120-160
S1 120-160 120-160 120-160 120-160
S2 120-160 120-160 120-160
S3 120-160 120-160 120-160
S4 120-160 120-160 120-160
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 122-027 121-173 119-263
R3 121-087 120-233 119-192
R2 120-147 120-147 119-168
R1 119-293 119-293 119-144 119-250
PP 119-207 119-207 119-207 119-185
S1 119-033 119-033 119-096 118-310
S2 118-267 118-267 119-072
S3 118-007 118-093 119-048
S4 117-067 117-153 118-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-060 1-100 1.1% 0-026 0.1% 100% True False 11
10 120-160 119-060 1-100 1.1% 0-013 0.0% 100% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 120-160
2.618 120-160
1.618 120-160
1.000 120-160
0.618 120-160
HIGH 120-160
0.618 120-160
0.500 120-160
0.382 120-160
LOW 120-160
0.618 120-160
1.000 120-160
1.618 120-160
2.618 120-160
4.250 120-160
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 120-160 120-090
PP 120-160 120-020
S1 120-160 119-270

These figures are updated between 7pm and 10pm EST after a trading day.

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